Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
13.08.2024 | 0.10% | 10.44 CHF | 10.45 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'071'920 CHF | 2'073'920 CHF | 100.00% | 100.00% |
12.08.2024 | 0.10% | 10.36 CHF | 10.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'077'970 CHF | 2'079'970 CHF | 99.22% | 99.22% |
09.08.2024 | 0.10% | 10.32 CHF | 10.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'067'060 CHF | 2'069'060 CHF | 99.94% | 99.94% |
08.08.2024 | 0.10% | 10.25 CHF | 10.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'014'450 CHF | 2'016'450 CHF | 99.76% | 99.76% |
07.08.2024 | 0.10% | 10.33 CHF | 10.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'030'200 CHF | 2'032'200 CHF | 99.98% | 99.98% |
06.08.2024 | 0.10% | 9.77 CHF | 9.78 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'939'620 CHF | 1'941'620 CHF | 99.72% | 99.72% |
02.08.2024 | 0.10% | 10.03 CHF | 10.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'068'950 CHF | 2'070'950 CHF | 99.61% | 99.61% |
30.07.2024 | 0.09% | 11.27 CHF | 11.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'262'130 CHF | 2'264'130 CHF | 100.00% | 100.00% |
29.07.2024 | 0.09% | 11.17 CHF | 11.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'268'330 CHF | 2'270'330 CHF | 99.99% | 99.99% |
25.07.2024 | 0.09% | 11.13 CHF | 11.14 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 2'199'440 CHF | 2'201'440 CHF | 99.91% | 99.91% |